+228.3%
ABT vs ALL
+372.0%
-143.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.9% | -2.9% | -1.1% |
| 7D | +1.0% | -0.1% | +1.1% | +1.0% |
| 30D | +11.6% | +13.8% | -2.2% | +6.6% |
| 3M | +2.3% | -2.8% | +5.1% | +3.1% |
| 6M | +32.7% | +23.7% | +9.1% | +22.5% |
| YTD | -9.6% | +27.3% | -36.9% | -17.8% |
| 1Y | -10.1% | +30.5% | -40.6% | -19.0% |
| 3Y | +25.2% | +113.0% | -87.8% | -8.2% |
| 5Y | -4.5% | +157.6% | -162.1% | -36.8% |
| 10Y | +228.3% | +368.4% | -140.1% | +75.6% |
| All | +228.3% | +372.0% | -143.7% | +75.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling